Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
27/01/2021 | 3.53% | 0.26 | 0.27 | 200,000 | 50,000 | 184,312 | 50,000 | 51,319 | 14,460 | 99.89% | 99.89% |
26/01/2021 | 3.07% | 0.32 | 0.33 | 160,000 | 50,000 | 161,857 | 50,000 | 51,869 | 16,561 | 100.00% | 100.00% |
25/01/2021 | 3.37% | 0.26 | 0.27 | 200,000 | 50,000 | 176,420 | 50,000 | 51,534 | 15,173 | 100.00% | 100.00% |
22/01/2021 | 3.27% | 0.31 | 0.32 | 170,000 | 50,000 | 171,553 | 50,000 | 51,653 | 15,588 | 100.00% | 100.00% |
21/01/2021 | 2.94% | 0.33 | 0.34 | 160,000 | 50,000 | 153,630 | 50,000 | 51,441 | 17,403 | 100.00% | 100.00% |
20/01/2021 | 3.21% | 0.26 | 0.27 | 200,000 | 50,000 | 168,528 | 50,000 | 51,730 | 15,922 | 100.00% | 100.00% |
19/01/2021 | 2.65% | 0.35 | 0.36 | 150,000 | 50,000 | 139,562 | 50,000 | 51,945 | 19,201 | 98.64% | 98.64% |
18/01/2021 | 1.61% | 0.64 | 0.65 | 80,000 | 50,000 | 84,306 | 50,000 | 52,014 | 31,407 | 100.00% | 100.00% |
15/01/2021 | 1.76% | 0.59 | 0.60 | 90,000 | 50,000 | 90,926 | 50,000 | 51,324 | 28,731 | 100.00% | 100.00% |